-78.0%
SE vs S
-71.1%
-6.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -0.5% | +2.0% | -2.5% | -1.6% |
| 30D | -20.9% | -2.7% | -18.2% | -20.8% |
| 3M | -38.9% | -6.9% | -32.0% | -39.0% |
| 6M | -19.4% | +38.1% | -57.5% | -33.4% |
| YTD | -40.9% | +48.0% | -88.9% | -53.8% |
| 1Y | -46.2% | +34.5% | -80.7% | -56.4% |
| 3Y | +63.7% | +38.3% | +25.4% | +11.3% |
| All | -78.0% | -71.1% | -6.9% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling